+550.0%
LNG vs BRO
+294.2%
+255.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.7% | -7.3% | +2.6% | -1.8% |
| 30D | +3.8% | -6.9% | +10.7% | +6.6% |
| 3M | +16.2% | +10.7% | +5.5% | +10.8% |
| 6M | +11.7% | -2.7% | +14.4% | +11.6% |
| YTD | +44.2% | -16.3% | +60.5% | +52.6% |
| 1Y | +18.6% | -29.1% | +47.6% | +34.3% |
| 3Y | +77.4% | -7.8% | +85.2% | +74.5% |
| 5Y | +232.3% | +18.7% | +213.5% | +175.5% |
| All | +550.0% | +294.2% | +255.7% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling